CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 0.7517 0.7533 0.0016 0.2% 0.7636
High 0.7540 0.7548 0.0008 0.1% 0.7662
Low 0.7512 0.7519 0.0007 0.1% 0.7509
Close 0.7527 0.7529 0.0002 0.0% 0.7515
Range 0.0028 0.0029 0.0001 3.6% 0.0153
ATR 0.0055 0.0053 -0.0002 -3.4% 0.0000
Volume 27 89 62 229.6% 340
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7619 0.7603 0.7545
R3 0.7590 0.7574 0.7537
R2 0.7561 0.7561 0.7534
R1 0.7545 0.7545 0.7532 0.7539
PP 0.7532 0.7532 0.7532 0.7529
S1 0.7516 0.7516 0.7526 0.7510
S2 0.7503 0.7503 0.7524
S3 0.7474 0.7487 0.7521
S4 0.7445 0.7458 0.7513
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8021 0.7921 0.7599
R3 0.7868 0.7768 0.7557
R2 0.7715 0.7715 0.7543
R1 0.7615 0.7615 0.7529 0.7589
PP 0.7562 0.7562 0.7562 0.7549
S1 0.7462 0.7462 0.7501 0.7436
S2 0.7409 0.7409 0.7487
S3 0.7256 0.7309 0.7473
S4 0.7103 0.7156 0.7431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7637 0.7509 0.0128 1.7% 0.0045 0.6% 16% False False 72
10 0.7662 0.7509 0.0153 2.0% 0.0052 0.7% 13% False False 56
20 0.7783 0.7509 0.0274 3.6% 0.0050 0.7% 7% False False 47
40 0.7783 0.7435 0.0348 4.6% 0.0045 0.6% 27% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7671
2.618 0.7624
1.618 0.7595
1.000 0.7577
0.618 0.7566
HIGH 0.7548
0.618 0.7537
0.500 0.7534
0.382 0.7530
LOW 0.7519
0.618 0.7501
1.000 0.7490
1.618 0.7472
2.618 0.7443
4.250 0.7396
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 0.7534 0.7552
PP 0.7532 0.7544
S1 0.7531 0.7537

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These figures are updated between 7pm and 10pm EST after a trading day.

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